IN INFINITE MARKOV CHAINS无限马可夫.pdfVIP

Applied Probability Trust (23 July 2014) BOUNDED TRUNCATION ERROR FOR LONG RUN AVERAGES IN INFINITE MARKOV CHAINS HENDRIK BAUMANN,∗ Clausthal University of Technology WERNER SANDMANN,∗∗ University of Derby Abstract We consider long run averages of additive functionals on infinite discrete-state Markov chains, either continuous or discrete in time. Special cases include long run average costs or rewards, stationary moments of the components of ergodic multi-dimensional Markov chains, qu